All GC

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 1 0.5 58 0 5 (6) (14) 0 95
60 3 2.9 55 1 5 (3) (14) 0 97
120 4 3 52 1 7 (4) (21) 0 95
250 5 2.5 48 1 9 (4) (23) (1) 97
500 6 3 50 2 9 (4) (52) (1) 96
760 5 2.8 50 2 9 (4) (52) (1) 96
1260 5 2.3 50 2 9 (5) (58) (1) 96
2520 7 2.6 50 2 11 (6) (97) (2) 96
All 6 2.4 49 2 10 (5) (97) (2) 96

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 0.6 0.6 0.2 0.3 0.4 1.2 0.2 (0.1) 0.4 0.4 0.7 0 5 2.2 49.4 233.6 (0.5) (1.2) 0.7 0.3
2017 0.6 (0.1) 0.2 0.1 0.1 0 0 0 0 0 0 0 0.9 2.3 51.1 87 (0.2) (0.4) 0.6 0.3
2016 1 2.8 (0.1) 0.8 0.3 2.2 0.5 (0.4) (0.3) 0.3 0.8 0.5 8.4 3.1 47.4 247 (0.5) (1.2) 0.8 0.3
2015 1.3 (0.2) 0.5 (0.1) 0.3 0.3 0.4 0 (0.1) 0.9 0.9 0.4 4.6 2.9 49.4 224 (0.3) (0.7) 0.7 0.2
2014 0.4 0.6 0.9 (0.5) 0.5 0.3 (0.2) 0.1 0.5 1.2 0.8 (0.2) 4.4 2.7 51.8 233 (0.3) (0.9) 0.7 0.2
2013 (0.2) 0.7 (0.1) 1.7 0.4 2.6 0.5 (0.2) 0.7 (0.3) 0.7 (0.4) 6.1 1.8 54 226 (0.6) (1.2) 0.6 0.2
2012 0.6 (0.8) (0.1) (0.5) 0.5 0.7 (0.1) 0.1 1.1 (0.1) 0.2 (0.1) 1.5 0.7 44.6 238 (0.6) (1.9) 0.7 0.3
2011 (0.1) (0.1) 0.6 1.9 (0.6) 0 0.8 1.7 0.4 1.4 0.1 2.4 8.5 3.1 50.6 245 (0.7) (0.9) 0.7 0.2
2010 (0.1) (0.2) 0.1 0.4 1.2 0.2 0.2 0.4 (0.2) 1.3 0.6 0.4 4.3 2.1 49.8 235 (0.4) (1.4) 0.7 0.2
2009 1.7 1.2 0.3 0.3 0.8 (0.2) 0.4 0.2 1.4 0.5 2.3 (0.1) 8.8 3.5 53.8 229 (0.9) (1.2) 0.7 0.2
2008 1.6 0.7 0.7 0.6 1.6 0.8 0.4 1.7 3.3 1.7 1.8 2 16.9 4 51.6 239 (1) (1) 0.6 0.3
2007 (0.2) 0.6 (0.2) 0.4 0.4 (0.2) 0 0.1 1.7 0.6 0.3 0.4 3.9 1.7 49.6 237 (0.6) (1.2) 0.8 0.2
2006 0.7 0.9 0.7 1.2 0.5 2.5 0.1 0.3 (0.5) 0.9 0.3 (0.2) 7.4 2.6 47.4 236 (0.5) (1.2) 0.6 0.2
2005 0 0.4 (0.1) 0.2 (0.3) 0.7 (0.2) 0 1.6 0.3 0.6 1.6 4.8 2.8 51.6 217 (0.4) (0.9) 0.7 0.2
2004 0.3 0.1 0.2 1.7 0.8 (0.4) 1.1 0.7 (0.1) 0.3 0.5 0.6 5.8 2.9 52.6 233 (0.3) (0.8) 0.6 0.2
2003 1.2 0 0.5 0.4 1.4 0.5 0.3 0.5 (0.1) (0.1) (0.4) 0.1 4.3 2.4 47.3 226 (0.3) (0.8) 0.7 0.2
2002 0.1 (0.3) (0.2) 0.3 0.4 (0.7) 0.1 (0.2) 0.5 0.3 0.3 1 1.6 1 47.6 244 (0.6) (1.2) 0.6 0.2
2001 (0.2) 0.4 0 0.1 0.6 0.2 0.3 0.8 0.8 0.5 0 0 3.5 2.7 45.9 227 (0.3) (0.4) 0.6 0.2
2000 (0.1) 2.5 0.5 0.1 (0.1) 0.3 0.5 0 (0.1) (0.2) 0.1 0.3 3.8 1.6 42.3 213 (0.4) (0.5) 0.5 0.2